Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 455'000 | 455'000 | 247'167 | 247'167 | 255'966 CHF | 258'443 CHF | 98.65% | 98.65% |
07.05.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 455'000 | 455'000 | 249'489 | 249'489 | 261'414 CHF | 263'915 CHF | 98.25% | 98.25% |
06.05.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 455'000 | 455'000 | 251'196 | 251'196 | 257'509 CHF | 260'026 CHF | 99.86% | 99.86% |
03.05.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 450'000 | 450'000 | 172'102 | 172'102 | 182'588 CHF | 184'312 CHF | 99.98% | 99.98% |
02.05.2024 | 1.21% | 0.85 CHF | 0.86 CHF | 475'000 | 475'000 | 262'932 | 262'932 | 220'838 CHF | 223'472 CHF | 99.98% | 99.98% |
30.04.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 470'000 | 470'000 | 260'523 | 260'523 | 231'822 CHF | 234'434 CHF | 99.68% | 99.68% |
29.04.2024 | 1.17% | 0.90 CHF | 0.91 CHF | 470'000 | 470'000 | 261'750 | 261'750 | 230'180 CHF | 232'802 CHF | 99.69% | 99.69% |
26.04.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 480'000 | 480'000 | 266'141 | 266'141 | 219'332 CHF | 222'000 CHF | 99.50% | 99.50% |
25.04.2024 | 1.27% | 0.80 CHF | 0.81 CHF | 485'000 | 485'000 | 267'250 | 267'250 | 213'871 CHF | 216'550 CHF | 99.92% | 99.92% |
24.04.2024 | 1.32% | 0.78 CHF | 0.79 CHF | 490'000 | 490'000 | 270'422 | 270'422 | 208'485 CHF | 211'194 CHF | 99.80% | 99.80% |